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Flexible Modelling in Statistics: Past, present and Future

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  • Christophe Ley
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    File URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/175715/1/2014-42-LEY-flexible.pdf
    File Function: 2014-42-LEY-flexible
    Download Restriction: no

    Paper provided by ULB -- Universite Libre de Bruxelles in its series Working Papers ECARES with number ECARES 2014-42.

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    Length: 27 p.
    Date of creation: Sep 2014
    Publication status: Published by:
    Handle: RePEc:eca:wpaper:2013/175715
    Contact details of provider: Postal:
    Av. F.D., Roosevelt, 39, 1050 Bruxelles

    Phone: (32 2) 650 30 75
    Fax: (32 2) 650 44 75
    Web page: http://difusion.ulb.ac.be

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    1. Jones, M. C. & Rosco, J. F. & Pewsey, Arthur, 2011. "Skewness-Invariant Measures of Kurtosis," The American Statistician, American Statistical Association, vol. 65(2), pages 89-95.
    2. Ferreira, Jose T.A.S. & Steel, Mark F.J., 2007. "Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers," Journal of Econometrics, Elsevier, vol. 137(2), pages 641-673, April.
    3. Christophe Ley & Davy Paindaveine, 2010. "On Fisher information matrices and profile log-likelihood functions in generalized skew-elliptical models," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 235-250.
    4. Ida H. Stamhuis & Eugene Seneta, 2009. "Pearson's Statistics in the Netherlands and the Astronomer Kapteyn," International Statistical Review, International Statistical Institute, vol. 77(1), pages 96-117, 04.
    5. Ley, Christophe & Paindaveine, Davy, 2010. "Multivariate skewing mechanisms: A unified perspective based on the transformation approach," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1685-1694, December.
    6. Bauwens, Luc & Laurent, Sebastien, 2005. "A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 346-354, July.
    7. Samuel Kotz & Donatella Vicari, 2005. "Survey of developments in the theory of continuous skewed distributions," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 225-261.
    8. M. C. Jones & Arthur Pewsey, 2009. "Sinh-arcsinh distributions," Biometrika, Biometrika Trust, vol. 96(4), pages 761-780.
    9. Frank Critchley & M. C. Jones, 2008. "Asymmetry and Gradient Asymmetry Functions: Density-Based Skewness and Kurtosis," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 35(3), pages 415-437.
    10. Adelchi Azzalini & Marc G. Genton, 2008. "Robust Likelihood Methods Based on the Skew-"t" and Related Distributions," International Statistical Review, International Statistical Institute, vol. 76(1), pages 106-129, 04.
    11. Ley, Christophe & Paindaveine, Davy, 2010. "On the singularity of multivariate skew-symmetric models," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1434-1444, July.
    12. Naveau, Philippe & Genton, Marc G. & Shen, Xilin, 2005. "A skewed Kalman filter," Journal of Multivariate Analysis, Elsevier, vol. 94(2), pages 382-400, June.
    13. Meeusen, Wim & van den Broeck, Julien, 1977. "Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 18(2), pages 435-444, June.
    14. Adelchi Azzalini & Antonella Capitanio, 2003. "Distributions generated by perturbation of symmetry with emphasis on a multivariate skew "t"-distribution," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(2), pages 367-389.
    15. Hansen, Bruce E, 1994. "Autoregressive Conditional Density Estimation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(3), pages 705-730, August.
    16. M. Jones, 2004. "Families of distributions arising from distributions of order statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 13(1), pages 1-43, June.
    17. Ferreira, Jose T.A.S. & Steel, Mark F.J., 2006. "A Constructive Representation of Univariate Skewed Distributions," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 823-829, June.
    18. Adelchi Azzalini, 2005. "The Skew-normal Distribution and Related Multivariate Families," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 32(2), pages 159-188.
    19. Barry Arnold & Robert Beaver & A. Azzalini & N. Balakrishnan & A. Bhaumik & D. Dey & C. Cuadras & J. Sarabia & Barry Arnold & Robert Beaver, 2002. "Skewed multivariate models related to hidden truncation and/or selective reporting," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 11(1), pages 7-54, June.
    20. Adelchi Azzalini & Giuliana Regoli, 2012. "Some properties of skew-symmetric distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(4), pages 857-879, August.
    21. Arellano-Valle, Reinaldo B. & Azzalini, Adelchi, 2008. "The centred parametrization for the multivariate skew-normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 99(7), pages 1362-1382, August.
    22. Aigner, Dennis & Lovell, C. A. Knox & Schmidt, Peter, 1977. "Formulation and estimation of stochastic frontier production function models," Journal of Econometrics, Elsevier, vol. 6(1), pages 21-37, July.
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